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New empirical results on anomalies and herd behavior: Vietnam stock market 2000-2004

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  • Vuong, Quan-Hoang

Abstract

This paper serves as a brief communication of new empirical results on Vietnam stock market, the Ho Chi Minh City-based Securities Trading Center (hereunder 'HSTC').

Suggested Citation

  • Vuong, Quan-Hoang, 2004. "New empirical results on anomalies and herd behavior: Vietnam stock market 2000-2004," OSF Preprints zk7ax, Center for Open Science.
    • Handle: RePEc:osf:osfxxx:zk7ax
    DOI: 10.31219/osf.io/zk7ax
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    Cited by:

    1. Nguyen, Minh-Hoang & La, Viet-Phuong & Ho, Manh-Toan & Huyen, Nguyen Thanh Thanh & Le, Tam-Tri, 2021. "Vuong Quan Hoang," OSF Preprints u7jms, Center for Open Science.
    2. Manh-Tung Ho & Ngoc-Thang B. Le & Hung-Long D. Tran & Quoc-Hung Nguyen & Manh-Ha Pham & Minh-Hoang Ly & Manh-Toan Ho & Minh-Hoang Nguyen & Quan-Hoang Vuong, 2021. "A Systematic and Critical Review on the Research Landscape of Finance in Vietnam from 2008 to 2020," JRFM, MDPI, vol. 14(5), pages 1-24, May.
    3. , Aisdl, 2013. "Partner Perspectives—Innovation as Determining Factor of Post-M&A Performance: The Case of Vietnam," OSF Preprints yn2ra, Center for Open Science.
    4. Mai, Nhat Chi, 2020. "Essays on the Vietnam Stock Market," OSF Preprints 3uaqt, Center for Open Science.
    5. Ha, Tran Viet, 2007. "Price limit regulation and herd behavior in the Vietnamese stock market," OSF Preprints 6ru75, Center for Open Science.
    6. Chen, Rong & Geng, Heng (Griffin) & Lin, Hai & Nguyen, Phuong Thi Ly, 2021. "Liquidity, informed trading, and a market surveillance system: Evidence from the Vietnamese stock market," Pacific-Basin Finance Journal, Elsevier, vol. 67(C).

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